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FNCE 470v4: Portfolio Management Report a Broken Link

FNCE 470: Portfolio Management, provides rigorous and comprehensive coverage of theories and applications related to investment and portfolio management.

Supplementary Readings

Lesson 6

Grinold, R. C. (1993). Is beta dead again? Financial Analysts Journal, 49(4), 28–34.
Black, F. (1993). Beta and return. Journal of Portfolio Management, 20(1), 8–18.
Fama, E. F., & French, K. R. (1996). Multifactor explanations of asset pricing anomalies. Journal of Finance, 51(1), 55–84.
Cutler, D. M., Poterba, J. M., & Summers, L. H. (1989). What moves stock prices? Journal of Portfolio Management, 15(3), 4–12.

Lesson 18

Modigliani, F., & Modigliani, L. (1997). Risk-adjusted performance. Journal of Portfolio Management, 23(2), 45–54.